+29.0%
FSLR vs PSKY
-39.6%
+68.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.4% | -3.0% |
| 7D | -2.9% | -24.6% | +21.7% | -0.4% |
| 30D | -16.6% | -36.1% | +19.5% | -13.0% |
| 3M | -26.0% | -36.0% | +10.0% | -23.0% |
| 6M | -9.9% | -40.5% | +30.6% | -6.0% |
| YTD | -33.9% | -47.7% | +13.8% | -30.5% |
| 1Y | -27.4% | -58.4% | +31.0% | -22.5% |
| All | +29.0% | -39.6% | +68.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling